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For the speed-change exclusion process on reversible with respect to the product Bernoulli measure, we prove that its semigroup satisfies a variance decay for every local function , with the constant explicitly characterized. This extends the result of Janvresse, Landim, Quastel and Yau in [Ann. Probab. 27(1) 325–360, 1999] to a non-gradient model. The proof combines the regularization argument in the previous work, and the chaos expansion in [Markov Process. Related Fields, 5(2) 125–162, 1999] by Bertini and Zegarlinski, via a new input from the homogenization theory.

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